POLYMARKET · PREDICTION MARKET · WASHINGTON MYSTICS VS. NEW YORK LIBERTY

Washington Mystics vs. New York Liberty

YES · live
10.5¢
NO · live
89.5¢

▸ Advanced metrics · M2M bundle

polymarket · wnba-wsh-nyl-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
163.55%
max drawdown
9.52%
sharpe
—
ulcer index
5.84%
RMS drawdown
pain index
3.58%
mean drawdown
mod. VaR 95%
0.04%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
9.52%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
133
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-wnba-wsh-nyl-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
10.5¢
NO · live
89.5¢
YES price · live 24h
n=25 · μ=0.1496 · σ=0.0214 · range [0.0850, 0.1800] · R²=0.679▼ FALLING -51.43%σ HIGH 14.31%LAST 0.08500.18000.15630.13250.10870.0850μ = 0.1496max 0.1800min 0.0850dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 8.50¢
YES / NO split · live
YES 10.5%NO 89.5%NO89.5%89.50¢ · odds 1/1.12
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.485 / 1.00 bits (48%) · informative — one side favoured
YES
10.5%10.5¢9.52×▬ +0.00pp
NO
89.5%89.5¢1.12×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,500 · μ=62.5 · σ=105.6 · CV=1.69BURSTY · concentratedcumulative energy ↗ · 50% by h=200125250375500μ = 6250050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1500bp moved · peak 500bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
10.50¢ (10.50%)
▼NO mid
89.50¢ (89.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$229.3k
≋liquidity $
$31.8k
◳history points
25 ticks (live)

§1 · 24h price history (YES + NO tokens)

YES price · CLOB mid
n=25 · μ=0.1496 · σ=0.0214 · range [0.0850, 0.1800] · R²=0.679▼ FALLING -51.43%σ HIGH 14.31%LAST 0.08500.18000.15630.13250.10870.0850μ = 0.1496max 0.1800min 0.0850dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 8.50¢
NO price · CLOB mid
n=25 · μ=0.8504 · σ=0.0214 · range [0.8200, 0.9150] · R²=0.679▲ RISING +10.91%σ NORMAL 2.52%LAST 0.91500.91500.89120.86750.84380.8200μ = 0.8504max 0.9150min 0.8200dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 91.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0035 · σ=0.0113 · skew=-2.37 (left-skewed) · kurt=6.55 (leptokurtic (fat tails))1296301-4.70ppbin -4.70pp · n=1 · 8.3% peakbin -4.70pp · n=1 · 8.3% peak-4.10pp-3.50pp-2.90pp-2.30pp1-1.70ppbin -1.70pp · n=1 · 8.3% peakbin -1.70pp · n=1 · 8.3% peak5-1.10ppbin -1.10pp · n=5 · 41.7% peakbin -1.10pp · n=5 · 41.7% peak1-0.50ppbin -0.50pp · n=1 · 8.3% peakbin -0.50pp · n=1 · 8.3% peak120.10ppbin 0.10pp · n=12 · 100.0% peakbin 0.10pp · n=12 · 100.0% peak40.70ppbin 0.70pp · n=4 · 33.3% peakbin 0.70pp · n=4 · 33.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-2.60 · kurt=8.24 · near 9 / mid 14 / far 1 · OLS slope=0.84 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.99σsample ↓marginal: sample bars + theoretical N(0,1) curve →theoretical Φ⁻¹(p) →↑ sample z-quantile|Δ| < 0.3σ · on the line|Δ| < 1σ · moderate|Δ| ≥ 1σ · outliery = x refOLS fit
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.

§3 · Sample moments

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25LEPTOKURTIC · FAT TAILS (G₂=2.39)
μ MEAN14.96¢95% CI: [14.12¢, 15.80¢]
σ STD DEV2.14ppσ² = 4.582 · CV = 14.31%
med MEDIAN15.00¢Q₁ 14.50¢ · Q₃ 16.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 9.50pp · IQR 2.00pp (1.349σ→2.89pp)
min 8.50¢Q₁ 14.50¢med 15.00¢Q₃ 16.50¢max 18.00¢μ
SKEWNESS · G₁-1.480left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.395leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.02
σ × 1.349 ↔ IQRdiverges from normalratio = 1.44
range ↔ σwide tails (range > 4σ)range / σ = 4.44
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.

§5 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR-0.127within white-noise band
ρ(2) AUTOCORR-0.155lag-2 not significant
H · HURST EXPONENT0.884strongly persistent
OLS TREND · t-STAT-6.972significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.884
H = 0.884STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.127k=2-0.155k=3+0.170k=4-0.014k=5-0.0540+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=6.97)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.89very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.97)α=0.05 critical |t|=1.96 · α=0.01 |t|=2.58
ρ(k) = lag-k sample autocorrelation · H = R/S Hurst exponent · t = OLS-trend t-statistic. Significance bands at ±2/√n approximate the 95% white-noise envelope. α=0.05 critical |t|=1.96; α=0.01 |t|=2.58.

§6 · Microstructure

Market quality · two-sided pricing · activity
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
MARKET ID2406836
SLUGwnba-wsh-nyl-2026-06-14
CATEGORYWashington Mystics vs. New York Liberty
TWO-SIDED PRICINGFAVOURS NO (90¢)
PRIMARY · YES10.50¢implied prob 10.50% · decimal odds 9.52×
COUNTER · NO89.50¢implied prob 89.50% · decimal odds 1.12×
10.50¢
89.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME229.25k USD 24h
LIQUIDITY31.83k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (90¢)|primary − counter| = 0.790 · entropy 0.485 bits
LIQUIDITY DEPTHDEEP100k+ deep · 10k+ active · 1k+ modest · 100+ thin
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.

§7 · Position sizing & edge analysis

Probability split · YES vs NO · Kelly · entropy · arbitrage
FAIR MARKET · no edge
YES 10.5%NO 89.5%YES p̂10.5%H = 0.485 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES9.52×(11¢)NO1.12×(90¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.485 bits (48% of max) · informative — one side strongly favoured
0 (certain)0.250.50.751.00 (max)
Σ-sides = 100.00% · |1 − Σ| = 0.00pp · tight cross-venue rounding
K* full = (b·p − q)/b · ½K and ¼K are conservative fractions of the full-Kelly bet. Entropy in bits — log₂(2)=1 is maximum uncertainty for a binary market.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.00% · worst -5.00% · typical |Δ| 0.62%BEARISH SESSION -9.00%BEST+1.00%2hWORST-5.00%23hTYPICAL |Δ|0.62%mean absoluteCUMULATIVE-9.00%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -0.75% · Σ -6.00%CUMULATIVE Δ PATH · final -9.00%+0.50%-9.00%-1.00% · 1h-1.00% · 1h-1.00%1h1.00% · 2h1.00% · 2h1.00%2h★ BEST0.50% · 3h0.50% · 3h0.50%3h-1.50% · 4h-1.50% · 4h-1.50%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h-1.00% · 7h-1.00% · 7h-1.00%7h0.00% · 8h0.00% · 8h·8h-0.50% · 9h-0.50% · 9h-0.50%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.50% · 13h0.50% · 13h0.50%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-1.00% · 16h-1.00% · 16h-1.00%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-1.00% · 20h-1.00% · 20h-1.00%20h0.00% · 21h0.00% · 21h·21h1.00% · 22h1.00% · 22h1.00%22h-5.00% · 23h-5.00% · 23h-5.00%23h▼ WORST-1.00% · 24h-1.00% · 24h-1.00%24hTIME PATTERNEurope-led (+0.00%)RUNSup max 2 · down max 2BREADTH17% up · 33% down · 50% flat
4 up bars · 8 down · best 1.00% · worst -5.00% · typical |Δ| 0.625%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -8.77%FINAL-8.77%MAX DD-9.22%RECOVERYONGOING · 21 barsMAX RUN-UP+0.49%UNDERWATER23/25 (92%)STREAK↘ 2EQUITY CURVE · end 0.9123 · peak 1.0049 · range [0.9123, 1.0049]1.00490.9123break-even = 1★ PEAK 1.0049UNDERWATER DRAWDOWN · max -9.22% · significant0%-9.22%▼ TROUGH -9.22%TOP DRAWDOWN PERIODS · 2 total#1 -9.22%bar 5-25 · 21 bars · ONGOING#2 -1.00%bar 2-3 · 2 bars · recoveredDD SEVERITYsignificant (max -9.22%)RECOVERYongoing · 21 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9123 (-8.77%) · max DD -9.22% · time-under-water 23/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −15 (5% positive) · μ=-29.81 · σ=28.44UNPROFITABLE STRATEGYLAST -44.62 (-0.52σ vs μ)73.9937.000.00-37.00-73.99μ = -29.81-16.76-16.76-16.76-16.76-41.44-41.44-73.99-73.99-55.93-55.93-55.93-55.93-55.93-55.930.000.000.000.0038.2138.21-15.87-15.87-15.87-15.87-15.87-15.87-38.21-38.21-60.42-60.42-60.42-60.420.000.00-36.50-36.50-44.62-44.62v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -44.620 · range [-73.99, 38.21] · μ -29.805 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=64.6375 · σ=50.2886 · range [19.1050, 200.0100] · R²=0.132▲ RISING +125.32%σ EXTREME 77.80%LAST 196.3263200.0100154.7837109.557564.331219.1050μ = 64.6375max 200.0100min 19.1050dataMA(3)OLS R²=0.13μ lineμ ± σ bandmaxmin
latest 196.33% · range [19.10%, 200.01%] · μ 64.64% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −15 (5% positive) · μ=-0.228 · σ=0.187MEAN-REVERSIONLAST -0.273 (-0.24σ vs μ)0.5980.2990.000-0.299-0.598μ = -0.228-0.295-0.295-0.103-0.103-0.598-0.598-0.375-0.375-0.500-0.500-0.500-0.500-0.214-0.2140.0000.0000.0000.000-0.233-0.2330.0290.029-0.040-0.040-0.075-0.075-0.233-0.233-0.333-0.333-0.333-0.3330.0000.000-0.249-0.249-0.273-0.273v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.273 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§12 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
142.2932
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
2.0846
p-VALUE (log scale)
0.8387
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
0.2625
p-VALUE (log scale)
0.9763
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.4599
p-VALUE (log scale)
0.6456
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7871
p-VALUE (log scale)
0.0077
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.8223
p-VALUE (log scale)
0.0684
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.445 ≈ 1 (RW behaviour)
Each row states an explicit null H₀, the test statistic, an approximated p-value, and the decision. REJECT means evidence against H₀. KPSS complements ADF (rejecting both ⇒ ambiguous; rejecting one ⇒ clean verdict).

§13 · Spectral analysis (DFT periodogram)

Power spectrum of Δp · ‖X̂(k)‖²/n
n=12 bins · noise floor μ=1.35e-4 · top T=4.00h (16.1%) · top-3 cover 44.5%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.6e-42.0e-41.3e-46.5e-50.0e+0μ noise floorperiod 24.0 · power 1.19e-4 · 7.4% energyperiod 24.0 · power 1.19e-4 · 7.4% energyperiod 12.0 · power 4.42e-5 · 2.7% energyperiod 12.0 · power 4.42e-5 · 2.7% energyperiod 8.0 · power 1.69e-4 · 10.4% energyperiod 8.0 · power 1.69e-4 · 10.4% energyperiod 6.0 · power 1.29e-4 · 8.0% energyperiod 6.0 · power 1.29e-4 · 8.0% energyperiod 4.8 · power 1.30e-4 · 8.1% energyperiod 4.8 · power 1.30e-4 · 8.1% energyperiod 4.0 · power 2.60e-4 · 16.1% energyperiod 4.0 · power 2.60e-4 · 16.1% energyperiod 3.4 · power 7.03e-5 · 4.4% energyperiod 3.4 · power 7.03e-5 · 4.4% energyperiod 3.0 · power 5.00e-5 · 3.1% energyperiod 3.0 · power 5.00e-5 · 3.1% energyperiod 2.7 · power 2.19e-4 · 13.6% energyperiod 2.7 · power 2.19e-4 · 13.6% energyperiod 2.4 · power 2.39e-4 · 14.8% energyperiod 2.4 · power 2.39e-4 · 14.8% energyperiod 2.2 · power 1.18e-4 · 7.3% energyperiod 2.2 · power 1.18e-4 · 7.3% energyperiod 2.0 · power 6.67e-5 · 4.1% energyperiod 2.0 · power 6.67e-5 · 4.1% energy50% by T=4.0h#1 dominantT=4.00h#2T=2.40h#3T=2.67hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 4.00h (freq 0.250) · concentrates 16.1% of total energy · Σ|X̂|²/n = 1.615e-3

▸ Depth section using sovereign-store price series (133 bars · effective 1753297 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§14 · Honest position analytics

A binary-market analytics module framed in horizon time (days to resolution, not annualised). Estimators that need a model probability q as a first-class input (Kelly, KL divergence, Bayesian posterior, Mark-to-Market MC) only render when q is provided externally. Sweep an exploratory q at the interactive simulator →

§15 · Horizon returns

Returns · per bar / per day / per horizon
Horizon 0.3 d · σ/bar 0.124pp · expected |Δp| over horizon 0.30ppterminal variance p(1−p) = 0.0940 · n = 133✓ n = 133
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.124pp
one-bar volatility · logit-free
Per-day movedaily
0.61pp
σ × √24
Per-horizon move0d
0.30pp
σ × √6
Terminal variancebinary
0.0940
p(1−p) at resolution
Current pricep
10.5¢
latest snapshot
Note: annualised Sharpe/Sortino are omitted — they are not meaningful for a bounded fixed-horizon binary contract that snaps to {0, 1} at resolution.
Annualised metrics are intentionally omitted — they don't apply to bounded probability series that resolve at a fixed date.

§16 · Tail risk

VaR · ES · max drawdown
VaR₉₅ 0.20pp · ES₉₅ 0.25pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02⚠ low confidence · n < 200
VaR 95%
0.20pp
1.645·σ (parametric) of Δp
ES 95%
0.25pp
mean of the tail
Max drawdown
9.5pp
peak 10.5¢ → trough 9.5¢
Median step
1.00pp
price bucket granularity
Price series is bucketed (cent grid). Empirical quantiles collapse to grid points — parametric N(0, σ²) used instead.
Empirical quantiles unless the price series is bucketed (PM cent grid), in which case parametric N(0, σ²) is used to avoid grid collapse.

§17 · Odds conversion

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
10.5%
= price
Decimal oddsEU
9.524
total return per $1
AmericanUS
+852
$100 wins $852
FractionalUK
8.52 / 1
profit per $1 risked
Profit per $100stake
+$852.38
clean dollar framing
-1000-5000+500+1000020406080100you · 10.5%implied probability (%)American odds
underdog (+)favorite (-)your price
Price → implied probability → decimal odds → American moneyline → fractional. Five views of the same number, plus the moneyline curve.

§18 · Binary entropy

Binary entropy · uncertainty as bits of information
Market entropyH(p)
0.485 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.485 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.25 bit
self-information
Surprise · NO−log₂(1−p)
0.16 bit
self-information
0.000.260.530.791.050.00.20.40.60.81.0marketmodelprobabilityH (bits)
Market entropy only — model entropy requires an external q.

§19 · Model-dependent surfaces

§ Edge / Kelly / KL · no model probability provided

External model required

The position-economics, Kelly, KL-divergence, Bayesian and Monte-Carlo surfaces require a model probability q as input — a number independent of the market price p.

The previous build defaulted q to a tape-momentum heuristic derived from p; that produces apparent edge that is structurally guaranteed to be small and is not a useful skill signal. The auto-derived path has been removed.

To explore these surfaces with a hypothetical q, open the interactive simulator and drag the MODEL P(YES) slider. To wire a real model, POST to the NOSTRADAMUS hook (TBD) or pass ?q=… on the simulator URL.

§∞ · Provenance & attestation

Upstream (snapshot)
gamma-api.polymarket.com
Upstream (history)
clob.polymarket.com
YES token ID
111900219988182765409670315907413992139474868277909305678712021807908219106688
NO token ID
101606190336866265521347979269558402893736594748474565588347479054641845859213
Snapshot fetched
2026-06-14 20:27:49 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 20:27:49 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1721af9857734839ef5a6876af9a00a8094d60f586800b2af7e5a1943b548772 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Washington Mystics vs. New York Liberty

Market depth

▸ live order book · Polymarket YES
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$0
bid $0 · ask $0
Depth within 50bp
$0
bid $0 · ask $0
Mid price
0.095000
(best bid + best ask) / 2
Spread
1052.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.849
ask-heavy
Imbalance (top-5)
-0.113
ask-heavy top-of-book

Slippage scenarios

▸ live book walk · Polymarket YES

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/pm-wnba-wsh-nyl-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1126281855.54bp0.1200003FILLED
BUY$10.00K0.24640515937.39bp0.85000030FILLED
BUY$100.00K0.74127068028.47bp0.98000036FILLED
SELL$1.00K0.0636223302.97bp0.0500005FILLED
SELL$10.00K0.0496384774.99bp0.0100009PARTIAL
SELL$100.00K0.0496384774.99bp0.0100009PARTIAL

Risk metrics

▸ sovereign store · 133 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1637.46%
σ per bar = 0.012366
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
9.52%
peak 0.10 → trough 0.10 over 63 bars

/api/asset/pm-wnba-wsh-nyl-2026-06-14/risk · same metrics, JSON